bbstrader 0.3.3__py3-none-any.whl → 0.3.4__py3-none-any.whl

bbstrader/metatrader/analysis.py

@@ -4,17 +4,15 @@ import numpy as np
 import pandas as pd
 import seaborn as sns
 
-from bbstrader.metatrader.account import check_mt5_connection
+from bbstrader.metatrader.account import check_mt5_connection, shutdown_mt5
 from bbstrader.metatrader.utils import TIMEFRAMES
 
 sns.set_theme()
 
 
-def _get_data(path, symbol, timeframe, bars):
-    check_mt5_connection(path=path)
+def _get_data(symbol, timeframe, bars):
     rates = mt5.copy_rates_from_pos(symbol, timeframe, 0, bars)
     df = pd.DataFrame(rates)
-    df["time"] = pd.to_datetime(df["time"], unit="s")
     return df
 
 
@@ -76,10 +74,14 @@ def display_volume_profile(
     Returns:
         None: Displays a matplotlib chart of the volume profile.
     """
-    df = _get_data(path, symbol, TIMEFRAMES[timeframe], bars)
+    check_mt5_connection(path=path)
+    df = _get_data(symbol, TIMEFRAMES[timeframe], bars)
+    if df.empty:
+        raise ValueError(f"No data found for {symbol} in {path}")
     hist, bin_edges, bin_centers = volume_profile(df, bins)
     poc, vah, val = value_area(hist, bin_centers, va_percentage)
     current_price = mt5.symbol_info_tick(symbol).bid
+    shutdown_mt5()
 
     plt.figure(figsize=(6, 10))
     plt.barh(bin_centers, hist, height=bin_centers[1] - bin_centers[0], color="skyblue")

bbstrader/metatrader/copier.py

@@ -572,6 +572,8 @@ class TradeCopier(object):
                 f"Modify {ORDER_TYPE[source_order.type][1]} Order #{ticket} on @{destination.get('login')}::{symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{source_order.symbol}"
             )
+        if result.retcode == Mt5.TRADE_RETCODE_NO_CHANGES:
+            return
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
             self.log_message(
                 f"Error modifying {ORDER_TYPE[source_order.type][1]} Order #{ticket} on @{destination.get('login')}::{symbol},"
@@ -624,6 +626,8 @@ class TradeCopier(object):
                 f"Modify {ORDER_TYPE[source_pos.type][1]} Position #{ticket} on @{destination.get('login')}::{symbol}, "
                 f"SOURCE=@{self.source.get('login')}::{source_pos.symbol}"
             )
+        if result.retcode == Mt5.TRADE_RETCODE_NO_CHANGES:
+            return
         if result.retcode != Mt5.TRADE_RETCODE_DONE:
             self.log_message(
                 f"Error modifying {ORDER_TYPE[source_pos.type][1]} Position #{ticket} on @{destination.get('login')}::{symbol}, "

bbstrader/metatrader/scripts.py

@@ -2,7 +2,7 @@ import argparse
 import multiprocessing
 import sys
 
-from bbstrader.apps._copier import main as RunCopyAPP
+from bbstrader.apps._copier import main as RunCopyApp
 from bbstrader.metatrader.copier import RunCopier, config_copier, copier_worker_process
 
 
@@ -18,6 +18,15 @@ def copier_args(parser: argparse.ArgumentParser):
     parser.add_argument(
         "-s", "--source", type=str, nargs="?", default=None, help="Source section name"
     )
+    parser.add_argument(
+        "-I", "--id", type=int, default=0, help="Source Account unique ID"
+    )
+    parser.add_argument(
+        "-U",
+        "--unique",
+        action="store_true",
+        help="Specify if the source account is only master",
+    )
     parser.add_argument(
         "-d",
         "--destinations",
@@ -70,6 +79,8 @@ def copy_trades(unknown):
     Options:
         -m, --mode: CLI for terminal app and GUI for Desktop app
         -s, --source: Source Account section name
+        -I, --id: Source Account unique ID
+        -U, --unique: Specify if the source account is only master 
         -d, --destinations: Destination Account section names (multiple allowed)
         -i, --interval: Update interval in seconds
         -M, --multiprocess: When set to True, each destination account runs in a separate process.
@@ -86,7 +97,7 @@ def copy_trades(unknown):
     copy_args = copy_parser.parse_args(unknown)
 
     if copy_args.mode == "GUI":
-        RunCopyAPP()
+        RunCopyApp()
 
     elif copy_args.mode == "CLI":
         source, destinations = config_copier(
@@ -94,6 +105,8 @@ def copy_trades(unknown):
             dest_sections=copy_args.destinations,
             inifile=copy_args.config,
         )
+        source["id"] = copy_args.id
+        source["unique"] = copy_args.unique
         if copy_args.multiprocess:
             copier_processes = []
             for dest_config in destinations:

bbstrader/metatrader/utils.py

@@ -2,6 +2,8 @@ from datetime import datetime
 from enum import Enum
 from typing import NamedTuple, Optional
 
+import numpy as np
+
 try:
     import MetaTrader5 as MT5
 except ImportError:
@@ -28,6 +30,10 @@ __all__ = [
     "HistoryNotFound",
     "InvalidVersion",
     "AuthFailed",
+    "RateInfo",
+    "RateDtype",
+    "TickDtype",
+    "TickFlag",
     "UnsupportedMethod",
     "AutoTradingDisabled",
     "InternalFailSend",
@@ -285,6 +291,26 @@ class SymbolType(Enum):
     unknown = "UNKNOWN"  # Unknown or unsupported type
 
 
+TickDtype = np.dtype(
+    [
+        ("time", "<i8"),
+        ("bid", "<f8"),
+        ("ask", "<f8"),
+        ("last", "<f8"),
+        ("volume", "<u8"),
+        ("time_msc", "<i8"),
+        ("flags", "<u4"),
+        ("volume_real", "<f8"),
+    ]
+)
+
+TickFlag = {
+    "all": MT5.COPY_TICKS_ALL,
+    "info": MT5.COPY_TICKS_INFO,
+    "trade": MT5.COPY_TICKS_TRADE,
+}
+
+
 class TickInfo(NamedTuple):
     """
     Represents the last tick for the specified financial instrument.
@@ -308,6 +334,44 @@ class TickInfo(NamedTuple):
     volume_real: float
 
 
+RateDtype = np.dtype(
+    [
+        ("time", "<i8"),
+        ("open", "<f8"),
+        ("high", "<f8"),
+        ("low", "<f8"),
+        ("close", "<f8"),
+        ("tick_volume", "<u8"),
+        ("spread", "<i4"),
+        ("real_volume", "<u8"),
+    ]
+)
+
+
+class RateInfo(NamedTuple):
+    """
+    Reprents a candle (bar) for a specified period.
+    * time: Time in seconds since 1970.01.01 00:00
+    * open: Open price
+    * high: High price
+    * low: Low price
+    * close: Close price
+    * tick_volume: Tick volume
+    * spread: Spread value
+    * real_volume: Real volume
+
+    """
+
+    time: int
+    open: float
+    high: float
+    low: float
+    close: float
+    tick_volume: float
+    spread: int
+    real_volume: float
+
+
 class BookInfo(NamedTuple):
     """
     Represents the structure of a book.

bbstrader/models/ml.py

@@ -1283,16 +1283,19 @@ class LightGBModel(object):
         except Exception as e:
             self.logger.error(f"Error getting last date: {e}")
         try:
-            days = 3 if now.weekday() == 0 else 1
-            time_delta = last_date - (now - pd.Timedelta(days=days)).normalize()
-            assert time_delta.days == days or last_date == now.normalize()
+            if now.weekday() == 0:  # Monday
+                expected_date = (now - pd.Timedelta(days=3)).normalize()  # last Friday
+            else:
+                expected_date = (now - pd.Timedelta(days=1)).normalize()  # yesterday
+
+            assert last_date == expected_date or last_date == now.normalize()
             return True
         except AssertionError:
             yesterday = (now - pd.Timedelta(days=1)).normalize()
             last_friday = (now - pd.Timedelta(days=now.weekday() + 3)).normalize()
             self.logger.debug(
-                f"Last date in predictions ({last_date}) is not equal to \
-                yesterday ({yesterday}) or last Friday ({last_friday})"
+                f"Last date in predictions ({last_date}) is not equal to "
+                f"yesterday ({yesterday}) or last Friday ({last_friday})"
             )
             return False
 

bbstrader/trading/execution.py

@@ -192,8 +192,8 @@ class Mt5ExecutionEngine:
         show_positions_orders: bool = False,
         iter_time: int | float = 5,
         use_trade_time: bool = True,
-        period: Literal["24/7", "day", "week", "month"] = "week",
-        period_end_action: Literal["break", "sleep"] = "break",
+        period: Literal["24/7", "day", "week", "month"] = "month",
+        period_end_action: Literal["break", "sleep"] = "sleep",
         closing_pnl: Optional[float] = None,
         trading_days: Optional[List[str]] = None,
         comment: Optional[str] = None,
@@ -631,12 +631,12 @@ class Mt5ExecutionEngine:
     def _update_risk(self, weights):
         try:
             check_mt5_connection(**self.kwargs)
-            if weights is not None:
+            if weights is not None and not all(v == 0 for v in weights.values()):
+                assert self.daily_risk is not None
                 for symbol in self.symbols:
                     if symbol not in weights:
                         continue
                     trade = self.trades_instances[symbol]
-                    assert self.daily_risk is not None
                     dailydd = round(weights[symbol] * self.daily_risk, 5)
                     trade.dailydd = dailydd
         except Exception as e:
@@ -930,7 +930,6 @@ class Mt5ExecutionEngine:
             return
 
         if not signals:
-            logger.info("No signals to process.")
             return
 
         # We want to create a temporary function that
@@ -994,14 +993,12 @@ class Mt5ExecutionEngine:
                 self._sleep()
                 self._handle_period_end_actions(today)
             except KeyboardInterrupt:
-                logger.info(
-                    f"Stopping Execution Engine for {self.STRATEGY} STRATEGY on {self.ACCOUNT} Account"
-                )
                 self.stop()
                 sys.exit(0)
             except Exception as e:
                 msg = f"Running Execution Engine, STRATEGY={self.STRATEGY} , ACCOUNT={self.ACCOUNT}"
                 self._print_exc(msg, e)
+                self._sleep()
 
     def stop(self):
         """Stops the execution engine."""
@@ -1038,6 +1035,10 @@ def RunMt5Engine(account_id: str, **kwargs):
             symbol_list, trades_instances, strategy_cls, **kwargs
         )
         engine.run()
+    except KeyboardInterrupt:
+        log.info(f"Execution engine for {account_id} interrupted by user")
+        engine.stop()
+        sys.exit(0)
     except Exception as e:
         log.exception(f"Error running execution engine for {account_id}: {e}")
     finally:

{bbstrader-0.3.3.dist-info → bbstrader-0.3.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.3.3
+Version: 0.3.4
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -37,8 +37,8 @@ Requires-Dist: ipython>=8.32.0
 Requires-Dist: lightgbm>=4.5.0
 Requires-Dist: nltk>=3.9.1
 Requires-Dist: notify-py>=0.3.43
-Requires-Dist: numpy<2.0.0,>=1.26.0
-Requires-Dist: pandas_ta>=0.3.14b0
+Requires-Dist: numpy>=1.26.0
+Requires-Dist: pandas_ta<=0.4.67b0
 Requires-Dist: praw>=7.8.1
 Requires-Dist: pyfiglet>=1.0.2
 Requires-Dist: pykalman>=0.10.1
@@ -164,7 +164,7 @@ To begin using `bbstrader`, please ensure your system meets the following prereq
 *   **MetaTrader 5 (MT5)**:
     *   The MetaTrader 5 platform must be installed on your system (primarily for Windows users needing live trading or direct MT5 interaction).
     *   An active trading account with a MetaTrader 5 broker. `bbstrader` currently supports:
-        *   [Admirals Group AS](https://cabinet.a-partnership.com/visit/?bta=35537&brand=admiralmarkets) (for Stocks, ETFs, Indices, Commodities, Futures, Forex)
+        *   [Admirals Group AS](https://one.justmarkets.link/a/tufvj0xugm/registration/trader) (for Stocks, ETFs, Indices, Commodities, Futures, Forex)
         *   [Just Global Markets Ltd.](https://one.justmarkets.link/a/tufvj0xugm/registration/trader) (for Stocks, Crypto, Indices, Commodities, Forex)
         *   [FTMO](https://trader.ftmo.com/?affiliates=JGmeuQqepAZLMcdOEQRp) (Proprietary Firm)
 

{bbstrader-0.3.3.dist-info → bbstrader-0.3.4.dist-info}/RECORD

@@ -1,8 +1,10 @@
 bbstrader/__init__.py,sha256=4KVGBEYU3ao9zPVM3rMWqNuvCleCeA6C2MVe_AFc4rw,581
-bbstrader/__main__.py,sha256=f6EsJGNrP1OuuNUyS5y_aMAVp4uDYjkHYxFuKwDh0dM,2233
+bbstrader/__main__.py,sha256=RjUIJWaD2_Od8ZMSLL8dzc2ZuCkkzlvNaE7-LIu3RGU,2488
 bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
 bbstrader/config.py,sha256=riZxwb4hN0I-dSsWcjnROc5dWQpSJ9iKOMIp4PMGfko,3970
 bbstrader/tseries.py,sha256=SM_LTQHJ3ZXVkVJyZ51CefUDzJDl2TkJqBKMp_uM8s4,43833
+bbstrader/apps/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+bbstrader/apps/_copier.py,sha256=z6GhLSmFjHc_oh7pYRTflH42Xmpe3Z7B2fUyedzDQPo,25387
 bbstrader/btengine/__init__.py,sha256=y1btjaEfhWsH8vuE7mBRpP9Tu-Azt9REhuVYsPCAfBU,2955
 bbstrader/btengine/backtest.py,sha256=o3eoCVzpjykDx-9VgkxK6DKZdGDAuLVeeWLCa2U_zeY,14652
 bbstrader/btengine/data.py,sha256=WcBLtabboZkQdtOQS3SjbiJD9BcWc75sdhZ2voQ_lUw,27061
@@ -11,37 +13,37 @@ bbstrader/btengine/execution.py,sha256=4MytWjcKg8J_w14P43emHqsvKOElkQTfhVYNakU6e
 bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnjAwx4,12470
 bbstrader/btengine/portfolio.py,sha256=z98M65HQeCyma8gMZkAxspxBA9jtIhzxMyJUHPPj34c,16128
 bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
-bbstrader/btengine/strategy.py,sha256=MV50N46OPOV-xGLnO0aFp6drbh0A5e3vck_m4SFg7Sc,34400
+bbstrader/btengine/strategy.py,sha256=hDghr5sXNitWlWXXvgl8Vj-QHWaIuVlx54LUXAbQrHQ,36725
 bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
 bbstrader/core/data.py,sha256=5-ByClb-E3-iqDz8CBJ4om9wBIA7DmUWezu4A-tv5ys,25095
 bbstrader/core/scripts.py,sha256=bMZ5I_hCTPCsAn9v9Sz9fQQ7JFkf_Zwtv7uUJwaqVBU,5466
-bbstrader/core/utils.py,sha256=WjuabzBjhY65ku2KL-f7CMalE2x-wrX-6mCA_qhhFPE,2728
+bbstrader/core/utils.py,sha256=tHXQimmmlYZHktNnYNKn_wVq6v-85pI7DXF6xlJV7ps,2780
 bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
-bbstrader/metatrader/account.py,sha256=17HV2lv9K2xhuU0H1SFDQaVZycf8ZAWlwOalwiKj_S8,59688
-bbstrader/metatrader/analysis.py,sha256=pnZWdvEnf9wkPT0vhEIbZipnN5EUf6TaQftplYP9jRs,3564
-bbstrader/metatrader/copier.py,sha256=KFlBHguWAvxxlIKdnhs9o6y6OB8i7h-o2ZufMmQZbBA,54030
+bbstrader/metatrader/account.py,sha256=Ur0vKz_puUP9jmdJUpvdQq6W5ue0RfnhkL0JLPBQkOE,65200
+bbstrader/metatrader/analysis.py,sha256=ywETmG3qxZ7ms_DCjR1GcQoUrQ0es5-n-CPDYKBAm8Q,3614
+bbstrader/metatrader/copier.py,sha256=knGvLsiWUzM6eYe7CrKF6rTeReFdogdCQU5Q7p7UHmY,54186
 bbstrader/metatrader/rates.py,sha256=w9mr6FB6E1zLcHCDtDGt-oMnw6sakIU6Qe3455KDsSg,20782
 bbstrader/metatrader/risk.py,sha256=NhW8qtSg350Z6H9oLcDqOU_erqd_7Y7F5FwpfPN5Qso,27262
-bbstrader/metatrader/scripts.py,sha256=DQGwrzqOZLX4CVWM4Du73kc5k_8RxUaIkoc8rvPTt7c,3558
+bbstrader/metatrader/scripts.py,sha256=8meq6_zz6jPSibNgtYtaO8Ba-uJZOoLkpqYUIjidk-U,4010
 bbstrader/metatrader/trade.py,sha256=ezkALiUgtIu54R4m4blQjptWoRXNVG5wwuoctP2b90Y,80624
-bbstrader/metatrader/utils.py,sha256=9RC1RqBqgIPiEloUYD5zhXBHkf7_oeOfzhqqYQoZXqY,19561
+bbstrader/metatrader/utils.py,sha256=PnFZ8EuBSZgsYlvwZDOxj4vUTtt-hUYnnwFBmu7gxxw,20738
 bbstrader/models/__init__.py,sha256=B-bn2h_SCK6gRAs2li6dDVnvV8jDT5suZimldk5xxcw,497
 bbstrader/models/factors.py,sha256=Y1rjwhWU4aiSRd-jFOLnLZczFCY0bJUxauCo17HvOFY,12791
-bbstrader/models/ml.py,sha256=CxbasDRXzBF3rOF4ObpIjhJw6IZ9G3C3jwoC-o_BMyI,48809
+bbstrader/models/ml.py,sha256=d_maEXwGOGuWawisjIbMO5FUsaSjlgmJu5XiMu28Wf8,48921
 bbstrader/models/nlp.py,sha256=hcvz9d_8j1cIC1h3oqa1DBjExRIEd6WSiZb95Vr3NPo,32638
 bbstrader/models/optimization.py,sha256=Fa4tdhynMmvKt5KHV9cH1TXmmJVJwU4QWpYkbeVq4aI,6395
 bbstrader/models/portfolio.py,sha256=r-47Zrn2r7iKCHm5YVtwkbBJXAZGM3QYy-rXCWY9-Bg,8079
 bbstrader/models/risk.py,sha256=MKCk53HtGIcivrNzH8Ikm5KMs1rXhFT5zkorUf30PyQ,506
 bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
-bbstrader/trading/execution.py,sha256=nAxb9EDPNF3g8I5C5vz6e9k0xF5CNNLHmKlHgck0-rY,41460
+bbstrader/trading/execution.py,sha256=CYt4fageoqcpMFvdRH-jX4hexAGUiG_wE94i1qg7BFM,41479
 bbstrader/trading/scripts.py,sha256=Tf5q33WqqygjpIv43_8nA82VZ3GM0qgb4Ggo3fHJ_wg,5744
 bbstrader/trading/strategies.py,sha256=RZ6P4SfIyRW72v0OnPnrc4Hv8X00FdxR-_sD23xe_Pg,11756
 bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
-bbstrader-0.3.3.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
-bbstrader-0.3.3.dist-info/METADATA,sha256=JPXFWSA0ytHgqPoaOenYRpKsea6toGN-Gc1TcrEt7Bk,27106
-bbstrader-0.3.3.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-bbstrader-0.3.3.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
-bbstrader-0.3.3.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.3.3.dist-info/RECORD,,
+bbstrader-0.3.4.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
+bbstrader-0.3.4.dist-info/METADATA,sha256=_Zc1Yp1Exs0wUpD0KV1G41uDnR3v7mhHWawRDbkutSM,27089
+bbstrader-0.3.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+bbstrader-0.3.4.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.3.4.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.3.4.dist-info/RECORD,,